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Quasi-random numbers for copula models - MaRDI portal

Quasi-random numbers for copula models (Q2361476)

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Quasi-random numbers for copula models
scientific article

    Statements

    title
    Quasi-random numbers for copula models (English)
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    author
    Mathieu Cambou
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    Marius Hofert
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    Christiane Lemieux
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    publication date
    30 June 2017
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    zbMATH Keywords
    quasi-random numbers
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    copulas
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    conditional distribution method
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    Marshall-Olkin algorithm
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    tail events
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    risk measures
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    describes a project that uses
    Algorithm 823
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    CopulaModel
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    nacopula
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    QRM
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    cites work
    Q4215355
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    Q3160669
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    Q3996150
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    Q4433608
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    Q5262079
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    Algorithm 823
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    Q5706744
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    Q4003879
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    Q4856469
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    Q4769427
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    Identifiers

    Mathematics Subject Classification ID
    62-08
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    62H05
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    65C10
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    zbMATH DE Number
    6737713
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    OpenAlex ID
    W2199283642
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    arXiv ID
    1508.03483
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